My client, a top tier financial institution is looking for a Python Quantitative Developer contractor to join their rates product team. This is a 6 months rolling contract based in London.
- Assist in full project lifecycle, from interpreting business requirements and functional design, performing unit and functional testing and issue resolution.
- This is an ideal role for someone who is eager to learn and thrive in a challenging environment.
- The role will report into Head of Risk Change and would be a long term role with view to become permanent for the right candidate.
- This is a technical role and candidates applying for this role must be proficient with either Python/ C++/ Java.
- They will be engaging with senior stakeholder at all levels so must be able to demonstrate relationship building skills.
- Ideally at least 2 years' relevant experience
- Strong background in either of these programming languages such as Python, C++ or Java
- Practical experience of market risk within an investment bank or financial services
- Strong knowledge of interest rate derivatives and understanding of full product lifecycle
- Effective communicator and able to work autonomously
- Has knowledge and practical experience of market risk concepts, e.g. Market Data (curves and volatility surfaces), Pricing and Sensitivities.
- Has a strong understanding of the valuation and product specification for instrument traded in the Interest Rate Derivatives market.
- Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level.
Please send your CV to firstname.lastname@example.org
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